[R-sig-ME] LMER vs MLwiN

[W Robert Long]

On 17/02/2012 4:37 PM, Douglas Bates wrote:
<snip>
>> The estimates look pretty close, but the standard errors for the REs are
>> quite different - I seem to remember the sampling variance of REs has a
>> skewed distribution, but I don't know if this has anything to do with it ?
>
> Those are not standard errors in the glmer output.  They are simply
> the variance estimates on the standard deviation scale (i.e. 0.15567 =
> sqrt(0.024233)).  The reason that glmer does not provide a standard
> error for an estimate of a variance component is because they don't
> make sense in most cases.  The distribution of the estimator is highly
> skewed.
>
<snip>

Thank you for that. Could you provide a reference for this latter point 
? I have a copy of the Pinheiro and Bates (2000) book available in our 
library, if it's in there ? Otherwise, a published paper would be also 
be fine.